JP Morgan Put 70 BSX 17.01.2025
/ DE000JK6XLF1
JP Morgan Put 70 BSX 17.01.2025/ DE000JK6XLF1 /
| 6/12/2024 12:45:35 PM |
Chg.+0.020 |
Bid1:16:34 PM |
Ask1:16:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.440EUR |
+4.76% |
0.440
Bid Size: 5,000 |
0.470
Ask Size: 5,000 |
Boston Scientific Co... |
70.00 USD |
1/17/2025 |
Put |
Master data
| WKN: |
JK6XLF |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Boston Scientific Corporation |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
70.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
4/15/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-16.07 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.18 |
| Parity: |
-0.67 |
| Time value: |
0.45 |
| Break-even: |
60.71 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.04 |
| Spread %: |
9.09% |
| Delta: |
-0.29 |
| Theta: |
-0.01 |
| Omega: |
-4.66 |
| Rho: |
-0.15 |
Quote data
| Open: |
0.440 |
| High: |
0.440 |
| Low: |
0.440 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-16.98% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.420 |
| 1M High / 1M Low: |
0.570 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.454 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.494 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
